Dataset Groups Activity Stream Portfolio Optimization The dataset used in the paper is a set of samples from a portfolio optimization problem. The dataset is used to test the performance of different methods for stochastic optimization. BibTex: @dataset{James_Kotary_and_My_H_Dinh_and_Ferdinando_Fioretto_2024, abstract = {The dataset used in the paper is a set of samples from a portfolio optimization problem. The dataset is used to test the performance of different methods for stochastic optimization.}, author = {James Kotary and My H. Dinh and Ferdinando Fioretto}, doi = {10.57702/zy6rg67s}, institution = {No Organization}, keyword = {'Finance', 'Portfolio Optimization', 'Stock Prices', 'covariance matrices', 'machine learning', 'portfolio optimization', 'stochastic optimization'}, month = {dec}, publisher = {TIB}, title = {Portfolio Optimization}, url = {https://service.tib.eu/ldmservice/dataset/portfolio-optimization}, year = {2024} }
